GaussianKL

PURPOSE

Gaussian Kullback-Leibler distance.

SYNOPSIS

function d=GaussianKL(g1,g2)

DESCRIPTION

   Gaussian Kullback-Leibler distance.

   Computes the KL distance between two Gaussians.

CROSS-REFERENCE INFORMATION

This function calls:

This function is called by:

CompressGR Gaussian mixture compression using the Golberger and Roweis method.
Distance Approximated Kullback-Leibler distance between Gaussian mixture.

SOURCE CODE

0001 function d=GaussianKL(g1,g2)
0002 %   Gaussian Kullback-Leibler distance.
0003 %
0004 %   Computes the KL distance between two Gaussians.
0005 
0006   if g1.dim~=g2.dim
0007     error('Non coherent sizes in GaussianKL');
0008   end
0009   m12=(g2.m-g1.m);
0010   d=0.5*( log(g2.d/g1.d) + trace(g2.iS*g1.S) + m12'*g2.iS*m12 - g1.dim);
0011